+120.5%
URI vs PEGA
+49.4%
+71.1%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +1.8% |
| 7D | -2.0% | +3.3% | -5.3% | -2.5% |
| 30D | -12.9% | +17.7% | -30.7% | -15.4% |
| 3M | -6.7% | +5.8% | -12.5% | -8.1% |
| 6M | +19.0% | -20.3% | +39.2% | +23.7% |
| YTD | +25.5% | -37.1% | +62.7% | +37.0% |
| 1Y | +5.5% | -30.2% | +35.7% | +11.7% |
| All | +120.5% | +49.4% | +71.1% | +85.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded PEGA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling